+2.1%
GLDM vs CCEP
+36.6%
-34.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +4.7% | +2.6% | +2.1% | +4.4% |
| 30D | -0.9% | +15.1% | -16.0% | -2.2% |
| 3M | -4.3% | +7.3% | -11.6% | -4.9% |
| 6M | -13.4% | +23.4% | -36.8% | -15.4% |
| YTD | -5.8% | +29.4% | -35.2% | -5.3% |
| 1Y | +2.1% | +34.2% | -32.2% | +2.4% |
| All | +2.1% | +36.6% | -34.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling